+236.4%
TSM vs ADI
+115.4%
+121.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +5.9% |
| 7D | -7.6% | -12.8% | +5.3% | +1.3% |
| 30D | -20.5% | -11.3% | -9.1% | -13.8% |
| 3M | -10.0% | -3.4% | -6.6% | -7.9% |
| 6M | -10.1% | -12.0% | +2.0% | -2.9% |
| YTD | +24.5% | +35.3% | -10.7% | +0.6% |
| 1Y | +31.2% | +58.1% | -26.9% | -4.7% |
| 3Y | +322.0% | +127.4% | +194.6% | +127.4% |
| All | +236.4% | +115.4% | +121.0% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ADI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling